+154.5%
SPGI vs PDD
+198.2%
-43.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -1.4% | -3.8% | +2.5% | -1.1% |
| 30D | +15.3% | -2.4% | +17.6% | +15.5% |
| 3M | +16.5% | -12.7% | +29.2% | +17.7% |
| 6M | +19.8% | -20.0% | +39.9% | +21.6% |
| YTD | -3.2% | -30.3% | +27.1% | -0.9% |
| 1Y | +1.8% | -42.4% | +44.2% | +5.7% |
| 3Y | +30.6% | -27.5% | +58.1% | +30.6% |
| 5Y | +16.0% | -14.9% | +31.0% | +9.3% |
| All | +154.5% | +198.2% | -43.6% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling